Strategy Tester Report
EA_BBbreak_M15_forGJ_1.05
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (2007.01.01 - 2022.08.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNumber=23000001; Lots=0.1; 複利運用基準値=0; トレンドモード="自動"; トレードモード="自動"; 週末決済="なし"; Slippage=3; timeframe=15; 許容スプレッド=50; カスタム設定=""; EMA期間=0; EMA価格差=0; ローソク足長（下限）=0; ローソク足長（上限）=0; 逆指値オフセット値=0; 指値オフセット値=0; BB期間=0; BB標準偏差倍率=0; BB幅=0; 保持期間=0; Stop変更ライン=0; Stop変更オフセット値=0; | ||||
| テストバー数 | 391119 | モデルティック数 | 397124361 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 200000.00 | スプレッド | 変動 | ||
| 純益 | 2954340.00 | 総利益 | 7266650.00 | 総損失 | -4312310.00 |
| プロフィットファクタ | 1.69 | 期待利得 | 2040.29 | ||
| 絶対ドローダウン | 2950.00 | 最大ドローダウン | 90580.00 (8.64%) | 相対ドローダウン | 18.20% (71280.00) |
| 総取引数 | 1448 | 売りポジション(勝率%） | 724 (44.34%) | 買いポジション(勝率%） | 724 (46.55%) |
| 勝率(%) | 658 (45.44%) | 負率 (%) | 790 (54.56%) | ||
| 最大 | 勝トレード | 30890.00 | 敗トレード | -18840.00 | |
| 平均 | 勝トレード | 11043.54 | 敗トレード | -5458.62 | |
| 最大 | 連勝(金額) | 8 (65540.00) | 連敗(金額) | 9 (-65960.00) | |
| 最大 | 連勝(トレード数) | 97900.00 (4) | 連敗(トレード数) | -65960.00 (9) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 1351 | 2013.06.28 05:19 | s/l | 579 | 0.10 | 150.829 | 150.827 | 147.077 | -7480.00 | 1504310.00 |
| 1352 | 2013.06.28 12:00 | buy | 580 | 0.10 | 150.965 | 150.202 | 153.952 | ||
| 1353 | 2013.07.02 10:15 | modify | 580 | 0.10 | 150.965 | 151.202 | 153.952 | ||
| 1354 | 2013.07.02 13:15 | close | 580 | 0.10 | 151.628 | 151.202 | 153.952 | 6630.00 | 1510940.00 |
| 1355 | 2013.07.02 17:45 | buy | 581 | 0.10 | 152.285 | 151.509 | 155.259 | ||
| 1356 | 2013.07.03 11:02 | s/l | 581 | 0.10 | 151.515 | 151.509 | 155.259 | -7700.00 | 1503240.00 |
| 1357 | 2013.07.04 18:00 | sell | 582 | 0.10 | 150.643 | 151.403 | 147.653 | ||
| 1358 | 2013.07.08 19:15 | close | 582 | 0.10 | 150.915 | 151.403 | 147.653 | -2720.00 | 1500520.00 |
| 1359 | 2013.07.09 08:45 | buy | 583 | 0.10 | 151.384 | 150.620 | 154.370 | ||
| 1360 | 2013.07.09 11:45 | close | 583 | 0.10 | 150.853 | 150.620 | 154.370 | -5310.00 | 1495210.00 |
| 1361 | 2013.07.09 17:15 | sell | 584 | 0.10 | 150.258 | 151.009 | 147.259 | ||
| 1362 | 2013.07.10 11:30 | modify | 584 | 0.10 | 150.258 | 149.975 | 147.259 | ||
| 1363 | 2013.07.10 21:00 | s/l | 584 | 0.10 | 149.991 | 149.975 | 147.259 | 2670.00 | 1497880.00 |
| 1364 | 2013.07.15 14:00 | buy | 585 | 0.10 | 150.686 | 149.914 | 153.664 | ||
| 1365 | 2013.07.16 11:36 | s/l | 585 | 0.10 | 149.921 | 149.914 | 153.664 | -7650.00 | 1490230.00 |
| 1366 | 2013.07.17 11:45 | buy | 586 | 0.10 | 151.602 | 150.838 | 154.588 | ||
| 1367 | 2013.07.18 17:45 | modify | 586 | 0.10 | 151.602 | 151.818 | 154.588 | ||
| 1368 | 2013.07.19 04:30 | close | 586 | 0.10 | 152.688 | 151.818 | 154.588 | 10860.00 | 1501090.00 |
| 1369 | 2013.07.23 13:00 | buy | 587 | 0.10 | 153.388 | 152.627 | 156.377 | ||
| 1370 | 2013.07.25 13:00 | s/l | 587 | 0.10 | 152.626 | 152.627 | 156.377 | -7620.00 | 1493470.00 |
| 1371 | 2013.07.26 05:45 | sell | 588 | 0.10 | 152.208 | 152.962 | 149.212 | ||
| 1372 | 2013.07.26 17:15 | modify | 588 | 0.10 | 152.208 | 151.968 | 149.212 | ||
| 1373 | 2013.07.30 07:00 | close | 588 | 0.10 | 150.663 | 151.968 | 149.212 | 15450.00 | 1508920.00 |
| 1374 | 2013.07.30 14:30 | sell | 589 | 0.10 | 149.797 | 150.546 | 146.796 | ||
| 1375 | 2013.07.31 12:00 | modify | 589 | 0.10 | 149.797 | 149.537 | 146.796 | ||
| 1376 | 2013.08.01 09:47 | s/l | 589 | 0.10 | 149.547 | 149.537 | 146.796 | 2500.00 | 1511420.00 |
| 1377 | 2013.08.06 18:45 | sell | 590 | 0.10 | 150.226 | 150.966 | 147.216 | ||
| 1378 | 2013.08.07 04:30 | modify | 590 | 0.10 | 150.226 | 149.871 | 147.216 | ||
| 1379 | 2013.08.07 13:00 | close | 590 | 0.10 | 148.805 | 149.871 | 147.216 | 14210.00 | 1525630.00 |
| 1380 | 2013.08.13 06:45 | buy | 591 | 0.10 | 150.526 | 149.765 | 153.515 | ||
| 1381 | 2013.08.13 16:00 | modify | 591 | 0.10 | 150.526 | 150.733 | 153.515 | ||
| 1382 | 2013.08.15 08:00 | close | 591 | 0.10 | 151.637 | 150.733 | 153.515 | 11110.00 | 1536740.00 |
| 1383 | 2013.08.15 11:45 | buy | 592 | 0.10 | 152.540 | 151.761 | 155.511 | ||
| 1384 | 2013.08.19 13:00 | close | 592 | 0.10 | 153.061 | 151.761 | 155.511 | 5210.00 | 1541950.00 |
| 1385 | 2013.08.19 13:15 | buy | 593 | 0.10 | 153.375 | 152.603 | 156.353 | ||
| 1386 | 2013.08.19 22:56 | s/l | 593 | 0.10 | 152.606 | 152.603 | 156.353 | -7690.00 | 1534260.00 |
| 1387 | 2013.08.21 16:45 | buy | 594 | 0.10 | 153.207 | 152.434 | 156.184 | ||
| 1388 | 2013.08.23 05:00 | modify | 594 | 0.10 | 153.207 | 153.500 | 156.184 | ||
| 1389 | 2013.08.23 17:41 | s/l | 594 | 0.10 | 153.490 | 153.500 | 156.184 | 2830.00 | 1537090.00 |
| 1390 | 2013.08.27 03:15 | sell | 595 | 0.10 | 153.007 | 153.750 | 150.000 | ||
| 1391 | 2013.08.27 11:30 | modify | 595 | 0.10 | 153.007 | 152.761 | 150.000 | ||
| 1392 | 2013.08.28 03:30 | close | 595 | 0.10 | 151.087 | 152.761 | 150.000 | 19200.00 | 1556290.00 |
| 1393 | 2013.09.02 03:30 | buy | 596 | 0.10 | 152.888 | 152.108 | 155.858 | ||
| 1394 | 2013.09.02 10:30 | modify | 596 | 0.10 | 152.888 | 153.161 | 155.858 | ||
| 1395 | 2013.09.03 12:00 | close | 596 | 0.10 | 154.495 | 153.161 | 155.858 | 16070.00 | 1572360.00 |
| 1396 | 2013.09.04 09:45 | buy | 597 | 0.10 | 155.273 | 154.502 | 158.252 | ||
| 1397 | 2013.09.05 14:45 | modify | 597 | 0.10 | 155.273 | 155.496 | 158.252 | ||
| 1398 | 2013.09.06 09:58 | s/l | 597 | 0.10 | 155.490 | 155.496 | 158.252 | 2170.00 | 1574530.00 |
| 1399 | 2013.09.10 10:45 | buy | 598 | 0.10 | 157.161 | 156.394 | 160.144 | ||
| 1400 | 2013.09.11 12:15 | modify | 598 | 0.10 | 157.161 | 157.409 | 160.144 | ||
| 1401 | 2013.09.12 04:44 | s/l | 598 | 0.10 | 157.408 | 157.409 | 160.144 | 2470.00 | 1577000.00 |
| 1402 | 2013.09.17 10:15 | buy | 599 | 0.10 | 157.954 | 157.177 | 160.927 | ||
| 1403 | 2013.09.19 10:30 | modify | 599 | 0.10 | 157.954 | 158.230 | 160.927 | ||
| 1404 | 2013.09.19 11:30 | close | 599 | 0.10 | 159.329 | 158.230 | 160.927 | 13750.00 | 1590750.00 |
| 1405 | 2013.09.19 12:30 | buy | 600 | 0.10 | 158.891 | 158.129 | 161.879 | ||
| 1406 | 2013.09.23 13:45 | close | 600 | 0.10 | 158.766 | 158.129 | 161.879 | -1250.00 | 1589500.00 |
| 1407 | 2013.09.23 17:15 | sell | 601 | 0.10 | 158.352 | 159.101 | 155.351 | ||
| 1408 | 2013.09.25 18:30 | close | 601 | 0.10 | 158.631 | 159.101 | 155.351 | -2790.00 | 1586710.00 |
| 1409 | 2013.09.26 09:00 | buy | 602 | 0.10 | 159.128 | 158.351 | 162.101 | ||
| 1410 | 2013.09.26 11:54 | s/l | 602 | 0.10 | 158.344 | 158.351 | 162.101 | -7840.00 | 1578870.00 |
| 1411 | 2013.09.30 01:30 | sell | 603 | 0.10 | 158.016 | 158.760 | 155.010 | ||
| 1412 | 2013.09.30 17:59 | s/l | 603 | 0.10 | 158.758 | 158.760 | 155.010 | -7420.00 | 1571450.00 |
| 1413 | 2013.09.30 23:15 | buy | 604 | 0.10 | 159.244 | 158.484 | 162.234 | ||
| 1414 | 2013.10.01 21:48 | s/l | 604 | 0.10 | 158.479 | 158.484 | 162.234 | -7650.00 | 1563800.00 |
| 1415 | 2013.10.02 14:00 | sell | 605 | 0.10 | 157.769 | 158.510 | 154.760 | ||
| 1416 | 2013.10.03 05:10 | s/l | 605 | 0.10 | 158.513 | 158.510 | 154.760 | -7440.00 | 1556360.00 |
| 1417 | 2013.10.03 17:15 | sell | 606 | 0.10 | 157.536 | 158.276 | 154.526 | ||
| 1418 | 2013.10.04 11:45 | modify | 606 | 0.10 | 157.536 | 157.306 | 154.526 | ||
| 1419 | 2013.10.07 18:30 | close | 606 | 0.10 | 156.024 | 157.306 | 154.526 | 15120.00 | 1571480.00 |
| 1420 | 2013.10.09 14:00 | sell | 607 | 0.10 | 155.398 | 156.150 | 152.400 | ||
| 1421 | 2013.10.10 15:50 | s/l | 607 | 0.10 | 156.148 | 156.150 | 152.400 | -7500.00 | 1563980.00 |
| 1422 | 2013.10.11 04:45 | buy | 608 | 0.10 | 157.313 | 156.545 | 160.295 | ||
| 1423 | 2013.10.15 06:45 | close | 608 | 0.10 | 157.491 | 156.545 | 160.295 | 1780.00 | 1565760.00 |
| 1424 | 2013.10.16 12:45 | buy | 609 | 0.10 | 157.725 | 156.961 | 160.711 | ||
| 1425 | 2013.10.18 14:00 | close | 609 | 0.10 | 158.274 | 156.961 | 160.711 | 5490.00 | 1571250.00 |
| 1426 | 2013.10.21 12:00 | buy | 610 | 0.10 | 158.684 | 157.904 | 161.654 | ||
| 1427 | 2013.10.23 07:29 | s/l | 610 | 0.10 | 157.891 | 157.904 | 161.654 | -7930.00 | 1563320.00 |
| 1428 | 2013.10.23 13:45 | sell | 611 | 0.10 | 156.977 | 157.732 | 153.982 | ||
| 1429 | 2013.10.24 05:09 | s/l | 611 | 0.10 | 157.734 | 157.732 | 153.982 | -7570.00 | 1555750.00 |
| 1430 | 2013.10.29 03:30 | sell | 612 | 0.10 | 156.907 | 157.663 | 153.913 | ||
| 1431 | 2013.10.30 09:13 | s/l | 612 | 0.10 | 157.665 | 157.663 | 153.913 | -7580.00 | 1548170.00 |
| 1432 | 2013.10.30 22:30 | buy | 613 | 0.10 | 158.100 | 157.339 | 161.089 | ||
| 1433 | 2013.10.31 13:00 | s/l | 613 | 0.10 | 157.341 | 157.339 | 161.089 | -7590.00 | 1540580.00 |
| 1434 | 2013.11.01 06:45 | sell | 614 | 0.10 | 157.017 | 157.761 | 154.011 | ||
| 1435 | 2013.11.05 08:00 | close | 614 | 0.10 | 157.339 | 157.761 | 154.011 | -3220.00 | 1537360.00 |
| 1436 | 2013.11.05 10:00 | sell | 615 | 0.10 | 156.833 | 157.582 | 153.832 | ||
| 1437 | 2013.11.05 11:44 | s/l | 615 | 0.10 | 157.593 | 157.582 | 153.832 | -7600.00 | 1529760.00 |
| 1438 | 2013.11.05 12:00 | buy | 616 | 0.10 | 157.684 | 156.915 | 160.665 | ||
| 1439 | 2013.11.06 06:00 | modify | 616 | 0.10 | 157.684 | 157.897 | 160.665 | ||
| 1440 | 2013.11.06 18:00 | close | 616 | 0.10 | 158.623 | 157.897 | 160.665 | 9390.00 | 1539150.00 |
| 1441 | 2013.11.07 15:45 | buy | 617 | 0.10 | 159.109 | 158.340 | 162.090 | ||
| 1442 | 2013.11.07 18:17 | s/l | 617 | 0.10 | 158.322 | 158.340 | 162.090 | -7870.00 | 1531280.00 |
| 1443 | 2013.11.13 12:45 | buy | 618 | 0.10 | 159.181 | 158.409 | 162.159 | ||
| 1444 | 2013.11.14 15:30 | modify | 618 | 0.10 | 159.181 | 159.491 | 162.159 | ||
| 1445 | 2013.11.15 14:00 | close | 618 | 0.10 | 161.389 | 159.491 | 162.159 | 22080.00 | 1553360.00 |
| 1446 | 2013.11.21 08:15 | buy | 619 | 0.10 | 161.975 | 161.205 | 164.955 | ||
| 1447 | 2013.11.21 18:15 | modify | 619 | 0.10 | 161.975 | 162.266 | 164.955 | ||
| 1448 | 2013.11.25 03:33 | t/p | 619 | 0.10 | 164.950 | 162.266 | 164.955 | 29750.00 | 1583110.00 |
| 1449 | 2013.11.27 09:15 | buy | 620 | 0.10 | 164.785 | 164.016 | 167.766 | ||
| 1450 | 2013.11.27 14:00 | modify | 620 | 0.10 | 164.785 | 165.126 | 167.766 | ||
| 1451 | 2013.11.29 03:56 | t/p | 620 | 0.10 | 167.763 | 165.126 | 167.766 | 29780.00 | 1612890.00 |
| 1452 | 2013.11.29 18:30 | buy | 621 | 0.10 | 167.805 | 167.033 | 170.783 | ||
| 1453 | 2013.12.03 06:45 | modify | 621 | 0.10 | 167.805 | 168.169 | 170.783 | ||
| 1454 | 2013.12.03 15:41 | s/l | 621 | 0.10 | 168.162 | 168.169 | 170.783 | 3570.00 | 1616460.00 |
| 1455 | 2013.12.04 19:30 | sell | 622 | 0.10 | 167.239 | 167.987 | 164.237 | ||
| 1456 | 2013.12.05 18:45 | modify | 622 | 0.10 | 167.239 | 166.979 | 164.237 | ||
| 1457 | 2013.12.06 10:17 | s/l | 622 | 0.10 | 166.971 | 166.979 | 164.237 | 2680.00 | 1619140.00 |
| 1458 | 2013.12.11 18:00 | sell | 623 | 0.10 | 167.717 | 168.461 | 164.711 | ||
| 1459 | 2013.12.12 09:35 | s/l | 623 | 0.10 | 168.463 | 168.461 | 164.711 | -7460.00 | 1611680.00 |
| 1460 | 2013.12.13 06:30 | buy | 624 | 0.10 | 169.711 | 168.948 | 172.698 | ||
| 1461 | 2013.12.13 12:08 | s/l | 624 | 0.10 | 168.953 | 168.948 | 172.698 | -7580.00 | 1604100.00 |
| 1462 | 2013.12.16 05:15 | sell | 625 | 0.10 | 167.566 | 168.314 | 164.564 | ||
| 1463 | 2013.12.16 10:44 | s/l | 625 | 0.10 | 168.318 | 168.314 | 164.564 | -7520.00 | 1596580.00 |
| 1464 | 2013.12.17 14:00 | sell | 626 | 0.10 | 167.421 | 168.166 | 164.416 | ||
| 1465 | 2013.12.18 11:30 | s/l | 626 | 0.10 | 168.175 | 168.166 | 164.416 | -7540.00 | 1589040.00 |
| 1466 | 2013.12.18 20:30 | buy | 627 | 0.10 | 169.149 | 168.382 | 172.132 | ||
| 1467 | 2013.12.18 20:59 | s/l | 627 | 0.10 | 168.333 | 168.382 | 172.132 | -8160.00 | 1580880.00 |
| 1468 | 2013.12.18 21:30 | buy | 628 | 0.10 | 169.879 | 169.119 | 172.869 | ||
| 1469 | 2013.12.19 21:45 | close | 628 | 0.10 | 170.580 | 169.119 | 172.869 | 7010.00 | 1587890.00 |
| 1470 | 2013.12.24 14:30 | buy | 629 | 0.10 | 170.689 | 169.910 | 173.660 | ||
| 1471 | 2013.12.26 04:45 | close | 629 | 0.10 | 171.553 | 169.910 | 173.660 | 8640.00 | 1596530.00 |
| 1472 | 2013.12.26 05:00 | buy | 630 | 0.10 | 171.663 | 170.894 | 174.644 | ||
| 1473 | 2013.12.27 05:15 | close | 630 | 0.10 | 172.350 | 170.894 | 174.644 | 6870.00 | 1603400.00 |
| 1474 | 2013.12.27 13:30 | buy | 631 | 0.10 | 173.204 | 172.424 | 176.174 | ||
| 1475 | 2013.12.30 13:45 | close | 631 | 0.10 | 173.174 | 172.424 | 176.174 | -300.00 | 1603100.00 |
| 1476 | 2013.12.31 18:00 | buy | 632 | 0.10 | 174.068 | 173.295 | 177.045 | ||
| 1477 | 2014.01.02 15:57 | s/l | 632 | 0.10 | 173.281 | 173.295 | 177.045 | -7870.00 | 1595230.00 |
| 1478 | 2014.01.06 19:45 | sell | 633 | 0.10 | 170.445 | 171.204 | 167.454 | ||
| 1479 | 2014.01.06 21:06 | s/l | 633 | 0.10 | 171.202 | 171.204 | 167.454 | -7570.00 | 1587660.00 |
| 1480 | 2014.01.08 08:45 | buy | 634 | 0.10 | 172.172 | 171.393 | 175.143 | ||
| 1481 | 2014.01.09 09:00 | close | 634 | 0.10 | 172.676 | 171.393 | 175.143 | 5040.00 | 1592700.00 |
| 1482 | 2014.01.13 03:45 | sell | 635 | 0.10 | 170.758 | 171.509 | 167.759 | ||
| 1483 | 2014.01.13 15:45 | modify | 635 | 0.10 | 170.758 | 170.295 | 167.759 | ||
| 1484 | 2014.01.14 04:00 | close | 635 | 0.10 | 169.548 | 170.295 | 167.759 | 12100.00 | 1604800.00 |
| 1485 | 2014.01.17 04:45 | sell | 636 | 0.10 | 170.242 | 170.982 | 167.232 | ||
| 1486 | 2014.01.17 11:30 | s/l | 636 | 0.10 | 170.998 | 170.982 | 167.232 | -7560.00 | 1597240.00 |
| 1487 | 2014.01.17 12:30 | buy | 637 | 0.10 | 171.728 | 170.961 | 174.711 | ||
| 1488 | 2014.01.20 02:17 | s/l | 637 | 0.10 | 170.951 | 170.961 | 174.711 | -7770.00 | 1589470.00 |
| 1489 | 2014.01.21 05:00 | buy | 638 | 0.10 | 171.955 | 171.176 | 174.926 | ||
| 1490 | 2014.01.22 05:15 | close | 638 | 0.10 | 171.957 | 171.176 | 174.926 | 20.00 | 1589490.00 |
| 1491 | 2014.01.22 11:45 | buy | 639 | 0.10 | 172.535 | 171.759 | 175.509 | ||
| 1492 | 2014.01.23 12:00 | close | 639 | 0.10 | 173.141 | 171.759 | 175.509 | 6060.00 | 1595550.00 |
| 1493 | 2014.01.24 11:15 | sell | 640 | 0.10 | 171.221 | 171.964 | 168.214 | ||
| 1494 | 2014.01.24 13:30 | modify | 640 | 0.10 | 171.221 | 170.925 | 168.214 | ||
| 1495 | 2014.01.27 00:04 | t/p | 640 | 0.10 | 168.207 | 170.925 | 168.214 | 30140.00 | 1625690.00 |
| 1496 | 2014.01.29 22:30 | sell | 641 | 0.10 | 169.115 | 169.857 | 166.107 | ||
| 1497 | 2014.01.30 22:45 | close | 641 | 0.10 | 169.275 | 169.857 | 166.107 | -1600.00 | 1624090.00 |
| 1498 | 2014.01.31 12:15 | sell | 642 | 0.10 | 168.583 | 169.331 | 165.581 | ||
| 1499 | 2014.02.03 00:15 | modify | 642 | 0.10 | 168.583 | 168.373 | 165.581 | ||
| 1500 | 2014.02.03 12:30 | close | 642 | 0.10 | 166.407 | 168.373 | 165.581 | 21760.00 | 1645850.00 |